The list in Adobe consists of bookmarks. These are generated when the PDF is created, usually based on headings.
To do something kind of similar in Word, use the Insert >Bookmark command to create a bookmark at your desired location.
Once the bookmark is created, you can go to the bookmark at any time by going to the Find drop-down and selecting Go To. On the dialog box, select Bookmark in the left selection box and then select the desired bookmark on the right.
If this is something you expect to do a lot, you might want to put the Go To command on the toolbar for quicker access.
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